Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104458.2075 | 3327.8259 | 101130.3815 | 51381.223 | -3290.2669 | 54671.49 |
Total P&L (%) | 104.4582 | 3.3278 | 101.1304 | 51.3812 | -3.2903 | 54.6715 |
Avg Daily Profit (%) | 0.2006 | 0.0064 | 0.1942 | 0.0796 | -0.0064 | 0.0838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55667 | -10552 | -48482 | -148606 | -17172 | -137798 |
Profit Factor | 1.3184 | 1.0769 | 1.355 | 1.0972 | 0.9491 | 1.1178 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 55.9748 | 53.75 | 58.2278 | 55.9748 | 53.75 | 58.2278 |
Ratio Avg Win / Avg Loss | 1.0369 | 0.9267 | 0.9721 | 0.863 | 0.8166 | 0.8019 |
Largest Winning Trade | 44740 | 3911 | 44740 | 61034 | 4180 | 61034 |
Largest Losing Trade | -39344 | -4936 | -39344 | -83389 | -9411 | -83389 |
Avg Bars in Trades | 155 | 4 | 307 | 155 | 4 | 307 |
Avg Bars in Winners | 165 | 4 | 314 | 165 | 4 | 314 |
Avg Bars in Losers | 142 | 4 | 298 | 142 | 4 | 298 |
Bars Traded | 24673 | 356 | 24317 | 24673 | 356 | 24317 |
Profit Streak | 7.8277 | 7.8277 | 17.8485 | 7.8277 | 7.8277 | 17.8485 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359858 | -505648 | -18331 | -200968 | -599087 | -199385 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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